Coarse hair -- and African American hair is often coarse -- tends to look dry, even if it's not. You might just need to condition more (but not with a leave-in conditioner, which can increase the appearance of dryness) as well as use a silicone serum to seal in moisture and add shine. Sometimes we think of hair that is damaged from processing as being dry; if this sounds like you, see the section on damaged/overprocessed hair.
Truly dry hair is caused by heat and the elements, so the first step is prevention: Try to avoid using overly hot dryers and heat-styling implements, and wear a hat or scarf if you're going to be exposed to sun or wind for a long time (at the beach or skiing, for instance). Don't wash your hair every day, but do shampoo often enough to remove dirt and buildup--at least once a week.
When you wash your hair, use shampoos and conditioners that contain humectants. Leave the conditioner on your hair as long as possible, especially if you're going to use heat to style it. About once a week, do a deep-conditioning treatment.